CORR
Syntax
See Also:
Analytic Functions for information on syntax, semantics, and restrictions
Purpose
CORR returns the coefficient of correlation of a set of number pairs. You can use it as an aggregate or analytic function.
This function takes as arguments any numeric data type or any nonnumeric data type that can be implicitly converted to a numeric data type. Oracle determines the argument with the highest numeric precedence, implicitly converts the remaining arguments to that data type, and returns that data type.
See Also:
Table 2-8 for more information on implicit conversion and Numeric Precedence for information on numeric precedence
Oracle Database applies the function to the set of (expr1, expr2) after eliminating the pairs for which either expr1 or expr2 is null. Then Oracle makes the following computation:
COVAR_POP(expr1, expr2) / (STDDEV_POP(expr1) * STDDEV_POP(expr2))
The function returns a value of type NUMBER. If the function is applied to an empty set, then it returns null.
Note:
The CORR function calculates the Pearson's correlation coefficient, which requires numeric expressions as arguments. Oracle also provides the CORR_S (Spearman's rho coefficient) and CORR_K (Kendall's tau-b coefficient) functions to support nonparametric or rank correlation.
See Also:
Aggregate Functions, About SQL Expressions for information on valid forms of expr, and CORR_* for information on the CORR_S and CORR_K functions
Aggregate Example
The following example calculates the coefficient of correlation between the list prices and minimum prices of products by weight class in the sample table oe.product_information:
SELECT weight_class, CORR(list_price, min_price) "Correlation"
FROM product_information
GROUP BY weight_class
ORDER BY weight_class, "Correlation";
WEIGHT_CLASS Correlation
------------ -----------
1 .999149795
2 .999022941
3 .998484472
4 .999359909
5 .999536087Analytic Example
The following example shows the correlation between duration at the company and salary by the employee's position. The result set shows the same correlation for each employee in a given job:
SELECT employee_id, job_id,
TO_CHAR((SYSDATE - hire_date) YEAR TO MONTH ) "Yrs-Mns", salary,
CORR(SYSDATE-hire_date, salary)
OVER(PARTITION BY job_id) AS "Correlation"
FROM employees
WHERE department_id in (50, 80)
ORDER BY job_id, employee_id;
EMPLOYEE_ID JOB_ID Yrs-Mns SALARY Correlation
----------- ---------- ------- ---------- -----------
145 SA_MAN +04-09 14000 .912385598
146 SA_MAN +04-06 13500 .912385598
147 SA_MAN +04-04 12000 .912385598
148 SA_MAN +01-08 11000 .912385598
149 SA_MAN +01-05 10500 .912385598
150 SA_REP +04-05 10000 .80436755
151 SA_REP +04-03 9500 .80436755
152 SA_REP +03-10 9000 .80436755
153 SA_REP +03-03 8000 .80436755
154 SA_REP +02-07 7500 .80436755
155 SA_REP +01-07 7000 .80436755
. . .